+461.8%
STM vs URA
+272.2%
+189.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.8% | +4.2% | +2.3% |
| 7D | +16.3% | +4.5% | +11.8% | +13.9% |
| 30D | -6.3% | -13.4% | +7.2% | +0.8% |
| 3M | -14.1% | -28.4% | +14.3% | +0.7% |
| 6M | -19.6% | -40.5% | +20.9% | +3.2% |
| YTD | +80.1% | -24.3% | +104.4% | +104.3% |
| 1Y | +95.4% | -28.8% | +124.2% | +126.6% |
| 3Y | +14.7% | +37.6% | -22.9% | -9.2% |
| 5Y | -5.4% | +30.7% | -36.1% | -26.9% |
| All | +461.8% | +272.2% | +189.5% | +144.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded URA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling